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Validating Market Models: TRIM

Best practises for mitigating model risk in market models in light of regulatory developments particularly TRIM

30 Nov-1 Dec 2017
Marriott Marble Arch, London, United Kingdom

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Conference Speakers

Jon Hill
Global Head of Model Governance
Credit Suisse

Slava Obraztsov
Global Head of Model Validation
Nomura

Stamatoula Matsoukis
Vice President
Morgan Stanley

Jens Rasmussen
Head of Pricing Model Validation
Nordea

Anne-Cécile Krieg
Head of Model Risk Management Program
Société Générale

Peter Quell
Head of Portfolio Modelling for Market and Credit Risk
DZ BANK

Tanguy Dehapiot
Head of Validation and Valuation
BNP Paribas

Sean Hrabak
Executive Director, Model Risk
JP Morgan

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General Enquiries

For all enquiries regarding speaking, sponsoring and attending this conference contact:

Yiota Andreou

marcus evans (Europe) Ltd
PO Box 24797
Cyprus

Telephone: +357 22 849 404
Fax: +357 22 849 310
Email: YiotaA@marcusevanscy.com


Conference Quote

Best practises for mitigating model risk in market models in light of regulatory developments particularly TRIM